FAR EASTERN BRANCH OF THE RUSSIAN ACADEMY OF SCIENCES

INSTITUTE OF APPLIED MATHEMATICS KHABAROVSK DIVISION

Supertails in risk theory |

G. Sh. Tsitsiashvili, D. G. Konstantinidis |

2001, issue 1, P. |

Abstract |

The parameter of heaviness of claim distribution tail is introduced. The ruin probility behaviour when the parameter of heaviness tends to limit is studied. The most popular distribution families are examined. |

Keywords: |

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## References |

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